BKCG vs. IBID
BKCG (BNY Mellon Concentrated Growth ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - BKCG is a Large Cap Growth Equities fund actively managed by BNY Mellon, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. BKCG is actively managed, while IBID is passively managed. Over the past year, BKCG returned 13.11% vs 4.04% for IBID. At a correlation of -0.19, they often move in opposite directions. BKCG charges 0.50%/yr vs 0.10%/yr for IBID.
Performance
BKCG vs. IBID - Performance Comparison
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Returns By Period
In the year-to-date period, BKCG achieves a 2.16% return, which is significantly higher than IBID's 1.99% return.
BKCG
- 1D
- -1.43%
- 1M
- -2.48%
- YTD
- 2.16%
- 6M
- 2.28%
- 1Y
- 13.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBID
- 1D
- 0.00%
- 1M
- -0.19%
- YTD
- 1.99%
- 6M
- 2.08%
- 1Y
- 4.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BKCG vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BKCG BNY Mellon Concentrated Growth ETF | 2.16% | 20.29% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.99% | 2.76% |
Correlation
The correlation between BKCG and IBID is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2025 | -0.19 |
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Return for Risk
BKCG vs. IBID — Risk / Return Rank
BKCG
IBID
BKCG vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Concentrated Growth ETF (BKCG) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BKCG | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -4.17 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.75 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 8.22 | -7.13 |
| Martin ratioReturn relative to average drawdown | 4.30 | 30.99 | -26.69 |
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Drawdowns
BKCG vs. IBID - Drawdown Comparison
The maximum BKCG drawdown since its inception was -12.12%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for BKCG and IBID.
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Drawdown Indicators
| BKCG | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -1.28% | -10.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -0.49% | -11.63% |
Current DrawdownCurrent decline from peak | -3.84% | -0.49% | -3.35% |
Average DrawdownAverage peak-to-trough decline | -2.02% | -0.22% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 0.13% | +2.92% |
Volatility
BKCG vs. IBID - Volatility Comparison
BNY Mellon Concentrated Growth ETF (BKCG) has a higher volatility of 4.78% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that BKCG's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKCG | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 0.35% | +4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 0.86% | +10.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 1.23% | +12.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.15% | 2.24% | +15.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 2.24% | +15.91% |
BKCG vs. IBID - Expense Ratio Comparison
BKCG has a 0.50% expense ratio, which is higher than IBID's 0.10% expense ratio.
Dividends
BKCG vs. IBID - Dividend Comparison
BKCG's dividend yield for the trailing twelve months is around 0.80%, less than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BKCG BNY Mellon Concentrated Growth ETF | 0.80% | 0.45% | 0.00% | 0.00% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% |
Frequently Asked Questions
BKCG and IBID have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BKCG has higher volatility (4.78%) compared to IBID (0.35%). In terms of maximum drawdown, BKCG dropped -12.12% vs IBID's -1.28%.
On 1-year performance, BKCG leads with 13.11% vs 4.04% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BKCG has performed better with a 13.11% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBID is cheaper with a 0.10% expense ratio, compared with 0.50% for BKCG.
IBID has the higher dividend yield at 3.68%, compared with 0.80% for BKCG.
BKCG is categorized as Large Cap Growth Equities, while IBID is Inflation-Protected Bonds. They also come from different issuers: BNY Mellon and iShares. Their fees differ too: 0.50% for BKCG and 0.10% for IBID.
IBID currently has the higher Sharpe Ratio (3.29 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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